Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47462.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46067.82 Kr¶

PnL: ---------------------------------------> -820.75 Kr¶

DD now: ---------------------------------> -2.4 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:51:17.335614'

Anic Portfolio¶

This Week¶

Return: -0.96 %¶

Total¶

Return: 55.349 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.000000 2817.500000 181.500000 6.890000 2636.000010
HMS Networks 2 14.980000 795.200000 122.200000 18.160000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.470000 3424.000000 47.000000 1.390000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.660000 394.600000 39.600000 11.150000 355.000000
Corem Property Group B 59 -0.570000 613.600000 36.600000 6.340000 576.999999
Intrum 4 5.280000 558.200000 31.200000 5.920000 527.000000
AcadeMedia 12 -0.940000 580.080000 23.080000 4.140000 557.000004
Resurs Holding 22 -0.990000 595.980000 21.980000 3.830000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.140000 1670.400000 16.400000 0.990000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Swedbank A 3 -1.680000 570.000000 6.000000 1.060000 564.000000
Securitas B 6 -0.520000 575.760000 5.760000 1.010000 570.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.670000 531.600000 -0.400000 -0.080000 532.000000
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Midsona B 63 2.240000 573.930000 -9.070000 -1.560000 582.999984
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Essity B 2 -2.220000 546.800000 -27.200000 -4.740000 574.000000
Nordea Bank Abp 29 -1.370000 3421.420000 -32.580000 -0.940000 3453.999992
Beijer Electronics Group 26 -6.460000 2938.000000 -33.000000 -1.110000 2971.000006
International Petroleum Corp. 5 0.270000 554.000000 -40.570000 -6.820000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 1.740000 542.820000 -70.180000 -11.450000 612.999432
Sampo Oyj SDB 7 -1.650000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.670000 3516.500000 -239.500000 -6.380000 3756.000001
OX2 18 0.260000 1406.700000 -257.300000 -15.460000 1663.999992
Ovzon 52 2.640000 2834.000000 -528.000000 -15.700000 3361.999992
TOTAL 46058.060000 -830.510000 -2.42001% 46888.564618

Updated:¶

'2023-01-26 09:50:18.153191'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶